Questions related to various forms of integration including the Riemann integral, Lebesgue integral, Riemann–Stieltjes integral, double integrals, line integrals, contour integrals, surface integrals, integrals of differential forms, ...

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0
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1answer
201 views

Criterion for Convolution Operator to be Compact

I don't have any real background in functional analysis, so I was wondering if there is a nice sufficient condition or criterion for a convolution operator (say on $L^2\left([a,b] \times [a,b]\right) )...
1
vote
1answer
104 views

Analytic approximation $\int_0^1 \frac{P_3(t)}{\sqrt{1-k^2 P_3^2(t)}}dt$

I have the following integral: $$\int_0^1 \frac{P_3(t)}{\sqrt{1-k^2 P_3^2(t)}}dt$$ where $P_3(t)$ is a third-degree polynomial with all coefficients different from zero and $k$ a generic constant. ...
2
votes
1answer
133 views

A slight generalization of Mehta's integral.

I am trying to find the value of following integral $$\int_{-\infty}^{\infty}\dots\int_{-\infty}^{\infty}\prod_{i=1}^ne^{-\frac{t_i^2}{2}+\alpha_i t_i}\prod_{1\le i<j\le n}\left|t_i-t_j\right|^{2\...
2
votes
0answers
91 views

Swapping sums and integration for a kernel in Fourier space (the non absolutely convergent case)

Under what conditions on $c_{r}^{m}$ does $$\int_0^{2\pi} k(p,q)\exp(-inq)dq=\sum_{r=0}^{\infty}c_{r}^{m}\exp\left(-imp\right) \text{ in } L^2_{per}$$ hold for $$k(p,q)=\sum_{r=0}^{\infty}\sum_{l=...
9
votes
1answer
424 views

Integral formula for $\int_{0}^{\infty}e^{-3\pi x^{2}}((\sinh \pi x)/(\sinh 3\pi x))\,dx$ by Ramanujan

The following is a re-post from MSE because I did not get any answer even after offering a bounty. Towards the end of G. N. Watson's (one of the joint authors of famous book "A Course of Modern ...
2
votes
0answers
130 views

What am I missing in this highly oscillatory integral? [closed]

I want to numerically integrate this equation (in python): $\int_{0}^{\infty}{\rm d}k f(k) J_v(r k)J_v(s k) $, where f(k) is a non-smooth function, and $J_v$ are the Bessel function of the fist kind....
0
votes
2answers
108 views

Class of analytically-integrable divergence-free vector fields?

Is there an "interesting" class of analytically-integrable, divergence-free vector fields over $\mathbb{R}^2$ and/or $\mathbb{R}^3$? That is, I'm looking for a large class of vector fields given by $...
2
votes
1answer
103 views

Asymptotic expansion of a sequence given by an integral with reciprocal Gamma function

I would like to know the asymptotic expansion of the sequence of positive numbers given by $$I_{n}:=-\int_{0}^{1}\frac{n^{x-1}}{\Gamma(x-1)}dx,$$ for $n\rightarrow\infty$. One can easily derive an ...
9
votes
0answers
75 views

Assymptotics of a Selberg type integral

Does any one know some references/ ideas on how to study the assymptotics as $N$ goes to $\infty$ of the following Selberg type integral $$\int _{\mathbb R^N} e^{-|x|^2}\ \prod_{1\le i<j\le N} \...
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votes
1answer
135 views

Unimodality of a certain parametric integral

Suppose $f: [0,1] \to [0,\infty)$ is a smooth, concave and strictly increasing function satisfying $f(0)=0$. Is it true that the map $$ F(y) = \int_0^1 \frac{y^{3/2}}{(y+f(x))^2} dx $$ has exactly one ...
5
votes
1answer
155 views

Why is it possible to normalize the Haar measure on the quotient?

I just asked a question which is related to the one I'm about to ask, but I realized my question can be reduced to the following: let $G$ be a locally compact abelian group with Haar measure $\mu$, ...
1
vote
0answers
128 views

Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?

Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable). Also, let $f:D_1\cup D_2=D\...
0
votes
2answers
224 views

How do I Calculate :$\int_{0}^{1}x^{k}\psi(x)dx$ where $k\geq 3$ is an integer?

How do I Calculate, if possible, in terms of well-known constants the integral : $\int_{0}^{1}x^{k}\psi(x)dx$ , where $k\geq 3$ is an integer ? note: $\psi(x)$ is digamma function. Any help would ...
3
votes
0answers
56 views

Dual cone of 'positive' Bochner integrable functions

If we consider the space of integrable functions $L^1([0,1];\mathbb{R})$, it can be ordered by the convex cone of positive integrable functions $L^1([0,1];\mathbb{R}_+)$. It is known that the ...
4
votes
1answer
91 views

Hyperelliptic generalization of Euler's formula

Are there any hyperelliptic generalizations of the following formula, first proved by Euler in 1782, $$\int\limits_0^1\frac{dx}{\sqrt{1-x^4}}\int\limits_0^1\frac{x^2\,dx}{\sqrt{1-x^4}}=\frac{\pi}{4}\,?...
6
votes
1answer
215 views

Henstock, Differentiation under the integral sign

Does anyone know, where I can find the proof of necessary and sufficient conditions for differentiating under the integral sign in case of Henstock integral? Here are the theorems but not all the ...
14
votes
1answer
873 views

Calculate in closed form $\int_0^1 \int_0^1 \frac{dx\,dy}{1-xy(1-x)(1-y)}$

The following question has a 500 points bounty on MSE that soon comes to an end, and no answer as expected was given yet. How would a professional solve the problem? Wish you succcess. http://math....
2
votes
0answers
67 views

expectation involving normal pdf and Rayleigh distribution

I need to calculate following definite integral \begin{equation*} \frac{1}{2\pi }\int_0^\infty \frac{x^2 e^{-x^2/\sigma^2 } }{\sigma} \frac{e^{-\frac{\lambda}{{ax^2+b}}}}{\sqrt{ax^2+b}} ~~dx. \end{...
11
votes
2answers
410 views

Computing Gauss Legendre Quadrature for Large N

I've been scanning across the web, and haven't found a good method to compute the Gauss Legendre abscissas and weights $\{ x_j, w^j \} _{j=1}^N$ for large $N\in\mathbb{N}$. My question is how to do it,...
2
votes
1answer
119 views

Solving complicated equation involving integral of error functions

I've been trying to solve the following equation for $\sigma$ $$\sigma^2 = \int_0^1 \left\{ \frac{1}{2} \operatorname{erfc} \left[ \frac{x + B}{\sqrt{2 (Rp - 1)} \, \sigma} \right] + \frac{1}{2} \...
0
votes
1answer
150 views

Is the following “section-wise” defined function measurable in the product space?

I asked this question in mathstackexchange a couple of days ago. Almost right after posing it a partial (affirmative) answer came to my mind in the following form Proposition: Assume that $(X,\...
4
votes
0answers
86 views

Numerical integration error bounds on the unit sphere

A sequence of points $x_1,x_2,\dots$ on the unit sphere $S^{D-1}$ is said to be uniformly distributed if \begin{align} \lim_{N \rightarrow \infty} \frac{1}{N} \sum_{j=1}^N f(x_j) = \int_{x \in S^{D-...
2
votes
1answer
523 views

Real and imaginary part of an holomorphic function

I guess this could be a very elementary question. Anyway I can not find an answer in literature. Let $f:U\rightarrow\mathbb{C}$ be an holomorphic function on an upen subset $U\subseteq\mathbb{C}$. ...
3
votes
2answers
356 views

Integrating a barycentric monomial over a simplex

Are there standard formulas for the integral over a simplex of a monomial in the barycentric coordinates? Can someone supply a reference? I think I have seen such formulas, but I am unable to find ...
1
vote
0answers
450 views

What does the Riemann–Stieltjes integral measure? [closed]

The Riemann–Stieltjes integral is a generalization of the Riemann integral, and has a definition based on a sum analogous to the Riemann sum: $$ S(P,f,g) =\sum_{k=1}^{n} f(x_k)\Delta g(x_k) $$ where $...
11
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0answers
257 views

Reference for a proof of the fiberwise Stokes theorem

The fiberwise Stokes theorem says that given a differential form on a smooth fiber bundle whose fibers have boundary, the difference between the fiberwise integral of the differential and the ...
5
votes
1answer
147 views

Asymptotics of Fresnel integrals

It is known that \begin{equation*} I(p) = \sqrt { \frac {4 \mathrm{i} p} {\pi}}\int \limits _{-\infty} ^{\infty} \mathrm{e}^{- \mathrm{i} p x^2} \varphi (x) \mathrm{d}x \end{equation*} is a bounded ...
2
votes
1answer
154 views

acoustic dipole volume integral w/ dirac delta?

I have an acoustic research problem that leads to the following integral formulation: \begin{align} \int_{-\infty}^{\infty}\int_{-\infty}^{\infty}p(\mathbf{y},\tau)\frac{\partial}{\partial y_i}\left(...
6
votes
0answers
111 views

Integral identity related with cubic analogue of arithmetic-geometric mean

This is re-post from MSE as I did not get an answer there. Let $a,b$ be positive real numbers and we define two sequences $\{a_{n}\},\{b_{n}\}$ as follows: $$a_{0}=a,b_{0}=b,a_{n+1}=\frac{a_{n}+2b_{n}...
1
vote
0answers
104 views

What is $\int (1-e^{-x})^n dx$? [closed]

For my purposes, $n$ is a non-negative integer, and $x > 0$. I didn't know how to evaluate this integral, so I plugged it into Mathematica. It told me the solution is $(-1)^n B(e^x; -n, n+1)$ I ...
7
votes
2answers
495 views

Interesting triple integral

Some time ago I stumbled on an alleged identity $$\int\limits_0^\infty \frac{dx}{x} \int\limits_0^x \frac{dy}{y} \int\limits_0^y \frac{dz}{z} [\sin{x}+\sin{(x-y)}-\sin{(x-z)}-\sin{(x-y+z)}]= -\frac{\...
2
votes
1answer
104 views

Asymptotic expansion of a Laplace-type integral with a “manifold of maxima”

Moved this here from MathSE because I had no luck there and suspect the question may be harder than I first thought. Consider the integral $$ I(\alpha)=\int_0^1 dx_1 \int_0^1 dy_1\int_{x_1}^1dx_2\...
2
votes
1answer
204 views

A conjecture regarding the integral of the square of an entire function

Can some help me prove or disprove the following assertion which I encountered in research? Thanks! Let $f:\mathbb R\to\mathbb R$ be an analytic function. If for $\forall c > 0$, we can find some $...
4
votes
1answer
458 views

Help with the integral $\int_{0}^{\infty}\log\left(1+\frac{s^{2}}{4\pi^{2}} \log^{2}(1+ix)\right ) e^{-2\pi nx}dx$

We have the integral : $$\int_{0}^{\infty}\log\left(1+\frac{s^{2}}{4\pi^{2}} \log^{2}(1+ix)\right ) e^{-2\pi nx}dx$$ Where s is a complex parameter, and n is a positive integer. The integral ...
4
votes
3answers
398 views

Area of metric spheres in Riemannian manifolds

I am trying to estimate the integral $\int \mathbb{e} ^{-d(x_0,x)^2} \mathbb{d}x$ on a Riemann manifold $(M,g)$, for some arbitrary fixed $x_0 \in M$ and $d$ the usual distance. The only thing that I ...
12
votes
1answer
451 views

Are there integral representations of the Mertens constant?

It is well-known that the Euler constant $$\gamma=\lim\limits_{n\to \infty}\biggl( \sum\limits_{k\le n}\dfrac{1}{k}-\ln{n}\biggr ) $$ has a bunch of integral representations, e.g. $$\gamma=-\int\...
4
votes
1answer
243 views

Motivic integration in positive characteristic: how much is known?

It seems that in papers on motivic integration people usually assume the base field to have characteristic $0$ (and algebraically closed?). My question is: how much can one prove over a positive ...
2
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0answers
64 views

Trigonometric multiple integral identity

How this alleged multiple integral identity can be proved? $$\int\limits_{-\infty }^{\infty }ds_{1}\int\limits_{-\infty}^{s_{1}}ds_{2}\cdots \int\limits_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos { (s_{1}^{2}-...
18
votes
1answer
685 views

Interesting integral

Numerical evidence shows the validity of the following identity $$\int\limits_0^z\frac{xdx}{\sin{x}\sqrt{\sin^2{z}-\sin^2{x}}}=\frac{\pi}{4\sin{z}}\ln{\frac{1+\sin{z}}{1-\sin{z}}},\tag{1}$$ if $0< ...
2
votes
0answers
225 views

Inequality with CDF of order statistics

here is a problem I have been struggling with for a while now. This is for a paper I am working on. Any help would be appreciated! Here we go: Each bidder's valuation $\theta _{i},$ $i=1,...,N$, is ...
4
votes
2answers
599 views

Weak convergence of random measures

Let $\mu_n,n\in \mathbb N$ be a random probability measures and let $\mu$ be a deterministic probability measure on $\mathbb R$. That is to say, that the $\mu_n$ are measurable maps from a probability ...
3
votes
1answer
154 views

Is it possible to get an equation with two exponentials and a bessel function in closed form?

Is it possible to get the equation below into closed form? I have tried using integration tables but I haven't found anything that matches. Are there any other methods to achieve a closed form ...
3
votes
0answers
205 views

A difficult integral which the Risch algorithm shows is not elementary

For reasons which aren't conceptually related to the problem a few of my colleagues and I are in need of finding an expression for the following integral in terms of $a$ and $\delta$: $$\int_{\delta}^...
3
votes
2answers
327 views

Monte Carlo integration of Gaussian integrals

I was doing a physical problem, and then it comes to this Gaussian integral. The dimension of the integral is very large (dimension = 300~600), and it is difficult to find the maximum of the integrand....
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0answers
85 views

Integral over conditioning variable of a Gaussian

The marginal of a multivariate Gaussian can be computed in closed form, i.e., $p(x) = \int_y \mathcal{N}((x,y);\mu,\Sigma)\ dy$ is simple. But what I need is $L(x) = \int_y \mathcal{N}((x\mid y); \...
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vote
0answers
380 views

convolution integral involving modified Bessel functions of the first kind

I'm stuck with this convolution integral ($z \geq 0$)... \begin{equation} f_{Z}(z)=\int^{\infty}_{-\infty}f_{1}(x)f_{2}(z-x)dx = \mbox{ } ??? \end{equation} which represents the pdf of the sum $Z = ...
0
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0answers
149 views

Asymptotic Expansion of Double integral

Crosspost from math.stackexchange. Have a look at the great answers there, even though they do not quite answer the question completely. Define $$G(\theta) = \int\limits_0^\infty \int\limits_0^{2\pi} ...
2
votes
0answers
228 views

A integral equation with Discrete to result by inverse problem

Problem I asked a question at Math.SE last year and later offered a bounty for it, but it remains unsolved even in the simplest case. So I finally decided to repost this case here, (I know the ...
1
vote
1answer
57 views

Expectation of logarithmic of a Laplace random varible

Say $Y$ is a random variable with Laplace distribution with zero mean and variance parameter $b$. I am trying to compute the expectation of $\ln(Y+\alpha)$ ($\alpha>0$), that is: $$\int^{\infty}_{0}...
5
votes
0answers
305 views

Reference request : Grothendieck's topological space valued integral

As I am learning the different kind of Banach space valued integrals (Pettis, Bochner), I know that Grothendieck made a "mémoire" in his youth about this topic, but I don't know if it is available ...